Trading Metrics calculated at close of trading on 30-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2021 |
30-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
14,984.75 |
14,905.25 |
-79.50 |
-0.5% |
15,098.00 |
High |
15,084.00 |
14,980.00 |
-104.00 |
-0.7% |
15,134.00 |
Low |
14,905.00 |
14,811.25 |
-93.75 |
-0.6% |
14,774.25 |
Close |
15,037.75 |
14,955.75 |
-82.00 |
-0.5% |
14,955.75 |
Range |
179.00 |
168.75 |
-10.25 |
-5.7% |
359.75 |
ATR |
194.77 |
197.03 |
2.27 |
1.2% |
0.00 |
Volume |
412,593 |
505,630 |
93,037 |
22.5% |
2,558,719 |
|
Daily Pivots for day following 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,422.00 |
15,357.50 |
15,048.50 |
|
R3 |
15,253.25 |
15,188.75 |
15,002.25 |
|
R2 |
15,084.50 |
15,084.50 |
14,986.75 |
|
R1 |
15,020.00 |
15,020.00 |
14,971.25 |
15,052.25 |
PP |
14,915.75 |
14,915.75 |
14,915.75 |
14,931.75 |
S1 |
14,851.25 |
14,851.25 |
14,940.25 |
14,883.50 |
S2 |
14,747.00 |
14,747.00 |
14,924.75 |
|
S3 |
14,578.25 |
14,682.50 |
14,909.25 |
|
S4 |
14,409.50 |
14,513.75 |
14,863.00 |
|
|
Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,034.00 |
15,854.50 |
15,153.50 |
|
R3 |
15,674.25 |
15,494.75 |
15,054.75 |
|
R2 |
15,314.50 |
15,314.50 |
15,021.75 |
|
R1 |
15,135.00 |
15,135.00 |
14,988.75 |
15,045.00 |
PP |
14,954.75 |
14,954.75 |
14,954.75 |
14,909.50 |
S1 |
14,775.25 |
14,775.25 |
14,922.75 |
14,685.00 |
S2 |
14,595.00 |
14,595.00 |
14,889.75 |
|
S3 |
14,235.25 |
14,415.50 |
14,856.75 |
|
S4 |
13,875.50 |
14,055.75 |
14,758.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,134.00 |
14,774.25 |
359.75 |
2.4% |
201.75 |
1.3% |
50% |
False |
False |
511,743 |
10 |
15,134.00 |
14,445.00 |
689.00 |
4.6% |
202.25 |
1.4% |
74% |
False |
False |
508,740 |
20 |
15,134.00 |
14,445.00 |
689.00 |
4.6% |
198.00 |
1.3% |
74% |
False |
False |
505,333 |
40 |
15,134.00 |
13,457.50 |
1,676.50 |
11.2% |
184.25 |
1.2% |
89% |
False |
False |
416,911 |
60 |
15,134.00 |
12,906.00 |
2,228.00 |
14.9% |
203.25 |
1.4% |
92% |
False |
False |
278,358 |
80 |
15,134.00 |
12,906.00 |
2,228.00 |
14.9% |
201.75 |
1.3% |
92% |
False |
False |
208,930 |
100 |
15,134.00 |
12,602.00 |
2,532.00 |
16.9% |
215.25 |
1.4% |
93% |
False |
False |
167,224 |
120 |
15,134.00 |
12,195.25 |
2,938.75 |
19.6% |
233.50 |
1.6% |
94% |
False |
False |
139,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,697.25 |
2.618 |
15,421.75 |
1.618 |
15,253.00 |
1.000 |
15,148.75 |
0.618 |
15,084.25 |
HIGH |
14,980.00 |
0.618 |
14,915.50 |
0.500 |
14,895.50 |
0.382 |
14,875.75 |
LOW |
14,811.25 |
0.618 |
14,707.00 |
1.000 |
14,642.50 |
1.618 |
14,538.25 |
2.618 |
14,369.50 |
4.250 |
14,094.00 |
|
|
Fisher Pivots for day following 30-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
14,935.75 |
14,953.00 |
PP |
14,915.75 |
14,950.25 |
S1 |
14,895.50 |
14,947.50 |
|